+257.0%
DXCM vs LUMN
-55.8%
+312.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -1.8% |
| 7D | -5.5% | +2.5% | -8.1% | -5.7% |
| 30D | -8.6% | +10.3% | -18.9% | -9.1% |
| 3M | +10.3% | -18.3% | +28.6% | +11.3% |
| 6M | +25.2% | +4.4% | +20.9% | +24.1% |
| YTD | +25.1% | -10.7% | +35.8% | +24.5% |
| 1Y | +9.2% | +14.0% | -4.7% | +6.5% |
| 3Y | -22.6% | +406.6% | -429.2% | -36.9% |
| 5Y | -39.5% | -36.8% | -2.7% | -36.0% |
| All | +257.0% | -55.8% | +312.8% | +249.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LUMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling